Immediate need - Risk Analyst

Our client has a need for Risk Analysts due to an internal promotion. Our client is a stable and growing company, that offers a great working environment, flexible working schedule and a good compensation package.

 

Specific Tasks:


? Quantify and capture all relevant physical and financial commercial transactions in the Enterprise Risk System
? Analyze each product offering/contract and verify that all risk components have been identified and appropriately valued
? Maintaining other source transaction documentation and enhancing the risk models
? Analyze exposure to commodity price movements with TGS
? Calculate and report all required business unit and corporate risk metrics, which includes Mark-to-Market (MtM), Net Open Positions, Value at Risk (VaR), and Cash Flow at Risk (CFaR)
? Responsible for informing the TGS Risk Management Committee and the Corporate Risk Management Committee of any risk policy exceptions
? Executing daily risk calculations and producing analysis including MtM, Greeks, and sensitivities/stress testing reports.
? Testing new risk calculations, evaluating model assumptions
? Producing analysis and reports regarding MtM, profit/loss, realized profit/loss, exposure, transaction and market risks.
? Validating structured deals, valuation models and forward price curves
? Interact primarily with commercial marketing and structuring organization personnel
? Conduct reconciliations against reporting output from the Openlink and various other financial applications within the business units
? Assist in the development of commodity and credit risk policies that are consistent with supporting the overall Business Unit and Corporate strategies
? Support daily and monthly financial reporting process for Business Unit through review, reconciliation and financial variance analysis of commercial transactions.
? Work with and understand financial and reporting systems
? Assist with audit engagements when necessary
? Special projects and other duties as assigned